+193.0%
ARM vs EWJ
+57.9%
+135.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.6% | +3.0% | +0.3% |
| 7D | -5.3% | -1.5% | -3.9% | -2.4% |
| 30D | -30.0% | -6.5% | -23.5% | -20.5% |
| 3M | -34.1% | -5.6% | -28.5% | -25.7% |
| 6M | -12.6% | -0.3% | -12.4% | -7.4% |
| YTD | +70.4% | +13.9% | +56.5% | +46.6% |
| 1Y | +22.3% | +14.6% | +7.7% | +4.0% |
| 3Y | +261.2% | +66.6% | +194.6% | +89.7% |
| All | +193.0% | +57.9% | +135.0% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EWJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling